+141.9%
EWJ vs GDDY
+207.2%
-65.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.9% |
| 7D | +0.3% | -3.2% | +3.5% | +0.8% |
| 30D | +0.8% | +6.8% | -6.0% | -0.6% |
| 3M | +7.5% | +30.5% | -23.0% | +1.2% |
| 6M | +15.6% | +13.3% | +2.3% | +11.0% |
| YTD | +22.7% | -21.0% | +43.7% | +26.3% |
| 1Y | +26.4% | -34.0% | +60.4% | +35.1% |
| 3Y | +72.5% | +33.1% | +39.5% | +55.1% |
| 5Y | +52.4% | +30.3% | +22.1% | +35.4% |
| All | +141.9% | +207.2% | -65.4% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GDDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling